Options/HOLX

HOLX

Options Analysis Report

Market Cap: --

● 2026-04-07$76.01

NEUTRAL

Analysis: 2026-04-06 EOD data

1Y +33.5%YTD +1.9%7D +0.0%

Options Vol

11,750

30D

Implied Move

±2.2%

IV Rank

HOLX Options Overview

IV is low with bearish flow and unusual activity. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

Snowflake Analysis

Favorable conditions for option buyers

Learn

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Value

Is IV priced right?

7.3

ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks5/9 checks passed

IV Rank

≤35%

IV Rank 0.3% — cheap vs history

IV/HV Ratio

<1.05x

IV/HV 1.67x — IV premium over HV

Sector Relative≤50%

Sector percentile 0% — below sector median

Term Structure

<1.1x

Front/Back 1.95x — backwardation

Skew Normal

<1.25x

Put/Call IV 1.16x — elevated

Absolute IV

<80%

ATM IV 5.0% — normal range

Spread-Adjusted Value

<80%

Effective IV 34.8% (ATM 5.0% + spread 14.9% + bias) — excellent value

Execution Efficiency

<3.0%

Total drag 31.83% (spread 14.89% + slippage 16.94%) — high friction

Vega Efficiency

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 14.89%) — spread drag

Sentiment

Bullish or bearish?

6.4

BearishBullish

Analyzes

put/call ratios

open interest skew

, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +82%, Raw: +81%)

Flow Direction

|net sentiment| ≥25%

Conviction-weighted: +82% (strong bullish) — Raw: +81%

OI Skew Magnitude

≥15%

|OI skew| 73.0% — put-heavy

Volume-OI Alignment

Same sign, |vol skew| ≥10%

Vol skew -72.2%, OI skew -73.0% — aligned

Conviction Quality

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

OI Momentum

|change| ≥3%

OI change +0.0% (5d) — stable

Smart Money Flow

|weighted flow| ≥20%

ITM: +100%, ATM: +80%, OTM: +100% — strong bullish (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 96% — very bearish vs sector

Activity

Unusual activity?

8.1

QuietActive

Detects volume surges,

block trades

, and unusual options activity that may signal moves.

Risk Checks7/9 checks passed

Volume Surge

≥1.5x

Volume 4.0x avg — hot

Turnover Rate

≥15%

Vol/OI 29.0% — high turnover

Strike Concentration

≥60%

Top 3 strikes = 50% — dispersed

Multi-Day Persistence

≥2 days

1 day(s) elevated — may be one-day event

OI Build

≥5%

OI change +24.7% (5d) — building

Sector Relative≥60%

Sector activity percentile 99% — very active vs sector

Trade Quality

≥30%

Large trade volume 50% — institutional presence

Execution Urgency

≥60%

Aggressive execution 98% — highly urgent

Flow Conviction

≥30

Conviction +82 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

3.3

IlliquidLiquid

Evaluates

bid-ask spreads

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed

Tradeable Spread

≤5.0%

Spread 14.9% — wide

Adequate OI

≥10,000

OI 40,454 — adequate

Active Volume

≥500

Volume 11,750/day — active

Reasonable Cost

≤$0.50

$0.74 to cross — expensive

Strike Coverage

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 60% — wider than sector

Order Book Depth

≥100 contracts

Depth 170.7 contracts (bid:71.7 ask:99.0) — adequate

Execution Quality

<1.0%

Avg slippage 16.94% — poor

Timing

Is now a good time?

7.3

RiskyFavorable

Considers earnings proximity,

time decay

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed

Term Structure Clarity

|slope| ≥5%

Slope +95.0% — backwardation

IV Percentile Clarity

<30 or >70

IV percentile 0% — buyer opportunity

Event Detection

≥10pts kink

IV kink 3.5pts — no clear event

Theta/Vega Clarity

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

Expiration Distribution

≥3 expirations

4 liquid expirations — flexible

Event Risk

≥60% (safe)

acceptable: Earnings in 30d (low risk); CPI in 3d

Spread Momentum

<1.2 ratio

Spread ratio 1.00x — stable

Flow Momentum

≥25% strength + ≥50% consistency

Flow +82% @ 91% consistency — STRONG directional (bullish)

Smart Money Timing

≥40 composite score

Score 80 (ITM 20% + inst 50%) — HIGH institutional

Directional Strategy Fit

Option Buyers

Long Calls6.4

bullishIV cheap, bullish flow

Long Puts5.4

bearishIV cheap, bullish flow

Premium Sellers

Cash-Secured Put4.8

bullishIV too cheap, bullish flow

Covered Call3.8

bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.